AIL Backtesting Suite
Final Value
$3,004,489.29
Total Return
200.45%
Annualized Return
17.07%
Max Drawdown
41.55%
Sharpe Ratio
0.80
Sortino Ratio
1.01
Calmar Ratio
0.41
Volatility
23.16%
Average Daily Return
0.073%
Best Day
10.24%
Worst Day
-14.31%
Win Rate
53.75%
Recovery Time
138 trading days / 198 calendar days
Tolerance: absolute ≤ 1.00e-04, relative ≤ 1.00%
| Metric | Local | Remote | Abs. diff | Rel. diff | Status |
|---|---|---|---|---|---|
| Final Value | $3,004,489.29 | $2,986,534.05 | $17,955.24 | 0.60% | Within tolerance |
| Total Return | 200.45% | 198.65% | 1.80% | 0.90% | Within tolerance |
| Annualized Return | 17.07% | 16.97% | 0.10% | 0.59% | Within tolerance |
| Max Drawdown | 41.55% | 41.62% | -0.07% | 0.18% | Within tolerance |
| Sharpe Ratio | 0.80 | 0.79 | 0.00 | 0.41% | Within tolerance |
| Sortino Ratio | 1.01 | 1.00 | 0.00 | 0.42% | Within tolerance |
| Calmar Ratio | 0.41 | 0.41 | 0.00 | 0.76% | Within tolerance |
| Volatility | 23.16% | 23.17% | -0.01% | 0.03% | Within tolerance |
| Win Rate | 53.75% | 82.86% | -29.10% | 35.12% | Diff exceeds tolerance |
| Ticker | Weight | Total Return | Annualized Return | Volatility | Sharpe | Sortino | Avg Daily Return | Contribution |
|---|---|---|---|---|---|---|---|---|
| NVDA | 1.43% | 3490.54% | 67.03% | 50.42% | 1.27 | 1.87 | 0.254% | 49.86% |
| BOOT | 1.43% | 1695.68% | 51.25% | 58.76% | 1.00 | 1.44 | 0.233% | 24.22% |
| ANF | 1.43% | 1476.98% | 48.46% | 62.24% | 0.95 | 1.34 | 0.234% | 21.10% |
| FTNT | 1.43% | 711.61% | 34.98% | 41.35% | 0.94 | 1.14 | 0.154% | 10.17% |
| DKS | 1.43% | 564.39% | 31.17% | 48.09% | 0.81 | 1.10 | 0.154% | 8.06% |
| CRVL | 1.43% | 423.73% | 26.77% | 34.42% | 0.86 | 1.16 | 0.118% | 6.05% |
| DHI | 1.43% | 343.19% | 23.78% | 37.18% | 0.76 | 1.03 | 0.112% | 4.90% |
| MOH | 1.43% | 332.81% | 23.36% | 36.33% | 0.76 | 1.12 | 0.109% | 4.75% |
| AMZN | 1.43% | 305.28% | 22.20% | 34.08% | 0.76 | 1.09 | 0.103% | 4.36% |
| PAG | 1.43% | 294.50% | 21.73% | 38.27% | 0.71 | 0.96 | 0.107% | 4.21% |
| Ticker | Weight | Total Return | Annualized Return | Volatility | Sharpe | Sortino | Avg Daily Return | Contribution |
|---|---|---|---|---|---|---|---|---|
| PETS | 1.43% | -86.78% | -25.16% | 58.36% | -0.22 | -0.32 | -0.050% | -1.24% |
| VSAT | 1.43% | -80.43% | -20.84% | 52.79% | -0.18 | -0.23 | -0.037% | -1.15% |
| OFIX | 1.43% | -71.24% | -16.35% | 41.26% | -0.22 | -0.26 | -0.036% | -1.02% |
| GT | 1.43% | -64.86% | -13.91% | 50.44% | -0.04 | -0.06 | -0.008% | -0.93% |
| BDN | 1.43% | -57.14% | -11.43% | 37.06% | -0.14 | -0.20 | -0.021% | -0.82% |
| CEVA | 1.43% | -56.41% | -11.21% | 48.24% | -0.00 | -0.01 | -0.001% | -0.81% |
| MPW | 1.43% | -44.29% | -8.04% | 42.68% | 0.02 | 0.03 | 0.003% | -0.63% |
| SMP | 1.43% | -39.33% | -6.91% | 31.63% | -0.07 | -0.09 | -0.008% | -0.56% |
| DAN | 1.43% | -38.51% | -6.73% | 52.20% | 0.13 | 0.17 | 0.027% | -0.55% |
| BAX | 1.43% | -37.80% | -6.58% | 26.72% | -0.12 | -0.14 | -0.013% | -0.54% |